The Safari request is seriously annoying. Aside from the fact I can't and won't use Safari - it's completely unusable to me as for some reason Apple don't think it's necessary to allow it to ask you where to save a file, and I save hundreds a day from gmail/dropbox etc.
It will only download to a single, specific folder. Why is it so hard for them to give you the choice? Choosing 'save link as...' doesn't always work, particularly for auto-pushed downloads and some email attachments. infuriating.
I've never actually noticed that it doesn't allow you as I pretty much use my downloads folder for downloads. It's like a triage area for my downloads.
Maybe I guess I'd find it annoying if I used gmail or Dropbox through web portal.